CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 387-4 376-0 -11-4 -3.0% 323-4
High 391-0 399-0 8-0 2.0% 379-4
Low 373-4 376-0 2-4 0.7% 323-4
Close 375-2 394-0 18-6 5.0% 373-4
Range 17-4 23-0 5-4 31.4% 56-0
ATR 17-7 18-2 0-3 2.3% 0-0
Volume 155,696 104,152 -51,544 -33.1% 566,266
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 458-5 449-3 406-5
R3 435-5 426-3 400-3
R2 412-5 412-5 398-2
R1 403-3 403-3 396-1 408-0
PP 389-5 389-5 389-5 392-0
S1 380-3 380-3 391-7 385-0
S2 366-5 366-5 389-6
S3 343-5 357-3 387-5
S4 320-5 334-3 381-3
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 526-7 506-1 404-2
R3 470-7 450-1 388-7
R2 414-7 414-7 383-6
R1 394-1 394-1 378-5 404-4
PP 358-7 358-7 358-7 364-0
S1 338-1 338-1 368-3 348-4
S2 302-7 302-7 363-2
S3 246-7 282-1 358-1
S4 190-7 226-1 342-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-0 333-0 66-0 16.8% 21-7 5.5% 92% True False 108,168
10 399-0 306-0 93-0 23.6% 17-1 4.3% 95% True False 113,432
20 402-4 306-0 96-4 24.5% 13-6 3.5% 91% False False 99,582
40 438-4 306-0 132-4 33.6% 14-1 3.6% 66% False False 74,707
60 590-4 306-0 284-4 72.2% 14-2 3.6% 31% False False 59,858
80 642-0 306-0 336-0 85.3% 14-4 3.7% 26% False False 51,383
100 643-0 306-0 337-0 85.5% 15-2 3.9% 26% False False 44,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 496-6
2.618 459-2
1.618 436-2
1.000 422-0
0.618 413-2
HIGH 399-0
0.618 390-2
0.500 387-4
0.382 384-6
LOW 376-0
0.618 361-6
1.000 353-0
1.618 338-6
2.618 315-6
4.250 278-2
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 391-7 385-7
PP 389-5 377-7
S1 387-4 369-6

These figures are updated between 7pm and 10pm EST after a trading day.

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